Soc. Generale Call 46 OMV 20.12.2024
/ DE000SY1EB82
Soc. Generale Call 46 OMV 20.12.2.../ DE000SY1EB82 /
11/09/2024 20:08:05 |
Chg.-0.001 |
Bid11/09/2024 |
Ask11/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.008EUR |
-11.11% |
0.008 Bid Size: 10,000 |
0.020 Ask Size: 10,000 |
OMV AG |
46.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
SY1EB8 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
OMV AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
46.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
06/06/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
183.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.22 |
Parity: |
-0.93 |
Time value: |
0.02 |
Break-even: |
46.20 |
Moneyness: |
0.80 |
Premium: |
0.26 |
Premium p.a.: |
1.33 |
Spread abs.: |
0.01 |
Spread %: |
122.22% |
Delta: |
0.08 |
Theta: |
0.00 |
Omega: |
15.47 |
Rho: |
0.01 |
Quote data
Open: |
0.008 |
High: |
0.009 |
Low: |
0.007 |
Previous Close: |
0.009 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-73.33% |
1 Month |
|
|
-80.95% |
3 Months |
|
|
-95.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.030 |
0.009 |
1M High / 1M Low: |
0.049 |
0.009 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.020 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.036 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
277.76% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |